Fixedmortgagehouseloan Tag First Time Home Buyers Loans Fixed Mortgage House Loan Wujian Xue | LinkedIn

Public Company; 5001-10,000 employees; Computer Software industry

November 2010 – Present (1 year 4 months) Shanghai

•根据指数化被动投资的理念，允许投资机构设定债券评级、修正久期、剩余期限、净价全价和发行年份等条件，利用Excel/VBA和SQL 语言，参考中证指数公司和标准普尔公司的指数的计算方法，在Excel中编制并自动更新城投债、铁道债和企业债系列指数，自动更新自定义指数在一定期限的收益率和所选基准指数（如中信标普国债指数）的收益率，自动列出自定义指数和其中发行量前五位的债券的修正久期和凸性，依靠夏普、特雷诺和詹森指数来衡量债券投资组合业绩。设定利率变化25和50个基点或关键期限利率变动时，投资组合价值的变动。
•绘制城投债和企业债指数收益率曲线，比较与央票、国债等债券的利差。
•利用聚源数据Excel插件和VBA语言，为基金公司和保险公司提供证监会和保监会要求的财务报表（如资产负债表、现金流量表和利润表）和债券、发行人以及担保人评级等数据。
•跟踪央行和国家统计局发布的利率，存款准备金，CPI, PPI , M0等经济数据，分析并预测经济政策。
•根据金融工程模型，利用Matlab和Excel/VBA，结合正股价格和正股波动率，估算石化转债、新钢转债和中海转债等可转债，计算转股溢价率和纯债溢价率。
•调研证券公司、公募/私募基金、保险公司和中小银行客户的固定收益部或资金部，深入了解各类客户对宏观经济和债券市场的需求，在技术部门的配合下，规划债券模块。
•通过证券业协会和期货协会要求的证券、基金和期货从业考试。

Educational Institution; 10,001+ employees; Higher Education industry

September 2009 – 2010 (1 year)

2007 – 2009 (2 years)

Analyzed monthly FHA mortgage loan conversion rate and determine the pipeline hedge strategies.

Validated Quantitative Risk Management (QRM) monthly production and loan closing ratio by SAS.

Analyzed FHA mortgage loan by different criteria: FICO, Jumbo loans, and lender decision.

Studied FHA fallout loans to quantify how different factors affecting the probability of closing.

Assisted hedging and trading FHA loans in pipeline and inventory.

Designed and updated FHA mortgage pricing model using data from Bloomberg to build daily rate sheet.

Developed FHA loan pricing calculators for brokers in Excel.

Forecasted monthly production based on days in pipeline and closing ratio using Cognos query and VBA.

Automated the daily market movement report using Excel/VBA macro to monitor the equity and bond market.

Worked with IT and designed mortgage rate sheet comparison with competitors (Bank of America, Wells Fargo, Citi Mortgage and Chase) using Excel/VBA.